-16.1%
CEG vs NVT
+4.7%
-20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +12.1% | +8.0% | +4.1% | +8.6% |
| 30D | +0.2% | -24.8% | +25.0% | +11.6% |
| 3M | +0.7% | -32.4% | +33.1% | +17.0% |
| 6M | +2.2% | -33.5% | +35.7% | +18.5% |
| YTD | -20.3% | +13.2% | -33.5% | -33.2% |
| 1Y | -16.1% | +9.0% | -25.0% | -26.9% |
| All | -16.1% | +4.7% | -20.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling